Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-12 0.492224 0.548676 0.611476 0.686994 0.775982 0.878306 1.006034
2025-01-19 0.407892 0.474670 0.553629 0.655183 0.784280 0.945672 1.167267
2025-01-26 0.366140 0.440886 0.533723 0.660009 0.831423 1.062475 1.409626
2025-02-02 0.335529 0.415546 0.519092 0.666881 0.879467 1.186528 1.689634
2025-02-09 0.306670 0.388438 0.497821 0.660274 0.905774 1.282585 1.951033
2025-02-16 0.286174 0.369909 0.485365 0.663303 0.945151 1.404353 2.287995
2025-02-23 0.261875 0.343610 0.458877 0.641572 0.941667 1.454325 2.509277
2025-03-02 0.239384 0.317889 0.430628 0.613449 0.922952 1.473359 2.674513
2025-03-09 0.228227 0.307513 0.423925 0.618121 0.959598 1.599100 3.108291
2025-03-16 0.222713 0.304846 0.428388 0.641037 1.031347 1.807560 3.821816
2025-03-23 0.215018 0.298207 0.425905 0.651665 1.081801 1.984476 4.544944
2025-03-30 0.206638 0.289856 0.419872 0.655203 1.118819 2.141020 5.299025
2025-04-06 0.196779 0.278884 0.409243 0.650378 1.140561 2.273848 6.087964
2025-04-13 0.183838 0.262238 0.387991 0.623854 1.113139 2.280288 6.444978
2025-04-20 0.177850 0.256376 0.384433 0.630149 1.157358 2.483559 7.731278
2025-04-27 0.172547 0.251262 0.381708 0.637661 1.205617 2.714139 9.388424
2025-05-04 0.165586 0.242990 0.372845 0.632067 1.222625 2.861065 10.826448
2025-05-11 0.160504 0.237551 0.368588 0.635285 1.261385 3.089050 13.065003
2025-05-18 0.152386 0.226564 0.353646 0.615005 1.238683 3.111400 14.044279
2025-05-25 0.143949 0.214669 0.336421 0.588574 1.196968 3.059376 14.458494
2025-06-01 0.140349 0.210899 0.333855 0.593054 1.236345 3.306835 17.714222
2025-06-08 0.139235 0.211331 0.339044 0.614733 1.325736 3.780761 24.533655
2025-06-15 0.136669 0.209074 0.338990 0.624788 1.385173 4.169716 32.304098